Commit Graph
130 Commits
Author SHA1 Message Date
amdsc21 7ee4734d3a rm device_helpers.hip.h from cu 2023-03-26 00:24:11 +01:00
amdsc21 e74b3bbf3c fix macro 2023-03-25 05:17:39 +01:00
amdsc21 1dc138404a initial merge, fix linalg.h 2023-03-25 04:48:47 +01:00
amdsc21 7fbc561e17 initial merge 2023-03-25 04:31:55 +01:00
Jiaming Yuan 151882dd26 Initial support for multi-target tree. (#8616)
* Implement multi-target for hist.

- Add new hist tree builder.
- Move data fetchers for tests.
- Dispatch function calls in gbm base on the tree type.
2023-03-22 23:49:56 +08:00
Jiaming Yuan 5891f752c8 Rework the MAP metric. (#8931)
- The new implementation is more strict as only binary labels are accepted. The previous implementation converts values greater than 1 to 1.
- Deterministic GPU. (no atomic add).
- Fix top-k handling.
- Precise definition of MAP. (There are other variants on how to handle top-k).
- Refactor GPU ranking tests.
2023-03-22 17:45:20 +08:00
Jiaming Yuan 72e8331eab Reimplement the NDCG metric. (#8906)
- Add support for non-exp gain.
- Cache the DMatrix object to avoid re-calculating the IDCG.
- Make GPU implementation deterministic. (no atomic add)
2023-03-15 03:26:17 +08:00
amdsc21 b0dacc5a80 fix bug 2023-03-11 03:47:23 +01:00
amdsc21 f0b8c02f15 merge latest changes 2023-03-10 22:10:20 +01:00
amdsc21 c875f0425f finished rank_metric.cu 2023-03-09 20:48:31 +01:00
amdsc21 4fd08b6c32 finished survival_metric.cu 2023-03-09 20:41:52 +01:00
amdsc21 b9d86d44d6 finish multiclass_metric.cu 2023-03-09 20:37:16 +01:00
amdsc21 a56055225a fix auc.cu 2023-03-09 20:29:38 +01:00
amdsc21 6eba0a56ec fix CMakeLists.txt 2023-03-09 18:57:14 +01:00
Jiaming Yuan 46dfcc7d22 Define a new ranking parameter. (#8887) 2023-03-09 17:46:24 +08:00
amdsc21 6fa248b75f try elementwise_metric.cu 2023-03-08 22:42:48 +01:00
amdsc21 4c4e5af29c port elementwise_metric.cu 2023-03-08 21:39:56 +01:00
amdsc21 ed45aa2816 Merge branch 'master' into dev-hui 2023-03-08 00:39:33 +01:00
Jiaming Yuan f236640427 Support F order for the tensor type. (#8872)
- Add F order support for tensor and view.
- Use parameter pack for automatic type cast. (avoid excessive static cast for shape).
2023-03-08 03:27:49 +08:00
amdsc21 c51a1c9aae rename hip.cc to hip 2023-03-07 05:39:53 +01:00
amdsc21 6039a71e6c add hip structure 2023-03-07 02:17:19 +01:00
Jiaming Yuan 282b1729da Specify the number of threads for parallel sort. (#8735)
* Specify the number of threads for parallel sort.

- Pass context object into argsort.
- Replace macros with inline functions.
2023-02-16 00:20:19 +08:00
Jiaming Yuan 594371e35b Fix CPP lint. (#8807) 2023-02-15 20:16:35 +08:00
Jiaming Yuan 52d0230b58 Fix merge conflict. (#8791) 2023-02-13 23:43:42 +08:00
Jiaming Yuan 81b2ee1153 Pass DMatrix into metric for caching. (#8790) 2023-02-13 22:15:05 +08:00
Jiaming Yuan 31d3ec07af Extract device algorithms. (#8789) 2023-02-13 20:53:53 +08:00
Jiaming Yuan 457f704e3d Add quantile metric. (#8761) 2023-02-13 19:07:40 +08:00
Jiaming Yuan 17b709acb9 Rename ranking utils to threading utils. (#8785) 2023-02-12 05:41:18 +08:00
Jiaming Yuan 5f76edd296 Extract make metric name from ranking metric. (#8768)
- Extract the metric parsing routine from ranking.
- Add a test.
- Accept null for string view.
2023-02-09 18:30:21 +08:00
Jiaming Yuan 28bb01aa22 Extract optional weight. (#8747)
- Extract optional weight from coommon.h to reduce dependency on this header.
- Add test.
2023-02-07 03:11:53 +08:00
Jiaming Yuan 9f598efc3e Rename context in Metric. (#8686) 2023-01-17 01:10:13 +08:00
Jiaming Yuan 3e26107a9c Rename and extract Context. (#8528)
* Rename `GenericParameter` to `Context`.
* Rename header file to reflect the change.
* Rename all references.
2022-12-07 04:58:54 +08:00
Jiaming Yuan 3fc1046fd3 Reduce compiler warnings on CPU-only build. (#8483) 2022-11-29 00:04:16 +08:00
Jiaming Yuan 3ef1703553 Allow using string view to find JSON value. (#8332)
- Allow comparison between string and string view.
- Fix compiler warnings.
2022-10-13 17:10:13 +08:00
Rong OuandHyunsu Philip Cho 668b8a0ea4 [Breaking] Switch from rabit to the collective communicator (#8257)
* Switch from rabit to the collective communicator

* fix size_t specialization

* really fix size_t

* try again

* add include

* more include

* fix lint errors

* remove rabit includes

* fix pylint error

* return dict from communicator context

* fix communicator shutdown

* fix dask test

* reset communicator mocklist

* fix distributed tests

* do not save device communicator

* fix jvm gpu tests

* add python test for federated communicator

* Update gputreeshap submodule

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-10-05 14:39:01 -08:00
kiwiwarmnfuzzy 2407381c3d Force auc.cc to be statically linked (#8039) 2022-06-30 19:24:22 +08:00
Jiaming Yuan 142a208a90 Fix compiler warnings. (#8022)
- Remove/fix unused parameters
- Remove deprecated code in rabit.
- Update dmlc-core.
2022-06-22 21:29:10 +08:00
Jiaming Yuan 1a33b50a0d Fix compiler warnings. (#7974)
- Remove unused parameters. There are still many warnings that are not yet
addressed. Currently, the warnings in dmlc-core dominate the error log.
- Remove `distributed` parameter from metric.
- Fixes some warnings about signed comparison.
2022-06-06 22:56:25 +08:00
Jiaming Yuanandjakirkham d48123d23b Fix rmm build (#7973)
- Optionally switch to c++17
- Use rmm CMake target.
- Workaround compiler errors.
- Fix GPUMetric inheritance.
- Run death tests even if it's built with RMM support.

Co-authored-by: jakirkham <jakirkham@gmail.com>
2022-06-06 20:18:32 +08:00
Philip Hyunsu Cho 4cd14aee5a Rename misspelled config parameter for pseudo-Huber (#7904) 2022-05-15 06:38:33 -07:00
Jiaming Yuan fdf533f2b9 [POC] Experimental support for l1 error. (#7812)
Support adaptive tree, a feature supported by both sklearn and lightgbm.  The tree leaf is recomputed based on residue of labels and predictions after construction.

For l1 error, the optimal value is the median (50 percentile).

This is marked as experimental support for the following reasons:
- The value is not well defined for distributed training, where we might have empty leaves for local workers. Right now I just use the original leaf value for computing the average with other workers, which might cause significant errors.
- Some follow-ups are required, for exact, pruner, and optimization for quantile function. Also, we need to calculate the initial estimation.
2022-04-26 21:41:55 +08:00
Jiaming Yuan 98d6faefd6 Implement slope for Pseduo-Huber. (#7727)
* Add objective and metric.
* Some refactoring for CPU/GPU dispatching using linalg module.
2022-03-14 21:42:38 +08:00
Jiaming Yuan 81210420c6 Remove omp_get_max_threads (#7608)
This is the one last PR for removing omp global variable.

* Add context object to the `DMatrix`.  This bridges `DMatrix` with https://github.com/dmlc/xgboost/issues/7308 .
* Require context to be available at the construction time of booster.
* Add `n_threads` support for R csc DMatrix constructor.
* Remove `omp_get_max_threads` in R glue code.
* Remove threading utilities that rely on omp global variable.
2022-01-28 16:09:22 +08:00
Jiaming Yuan 58a6723eb1 Initial support for multioutput regression. (#7514)
* Add num target model parameter, which is configured from input labels.
* Change elementwise metric and indexing for weights.
* Add demo.
* Add tests.
2021-12-18 09:28:38 +08:00
Jiaming Yuan 5b1161bb64 Convert labels into tensor. (#7456)
* Add a new ctor to tensor for `initilizer_list`.
* Change labels from host device vector to tensor.
* Rename the field from `labels_` to `labels` since it's a public member.
2021-12-17 00:58:35 +08:00
Jiaming Yuan 85cbd32c5a Add range-based slicing to tensor view. (#7453) 2021-11-27 13:42:36 +08:00
Jiaming Yuan b06040b6d0 Implement a general array view. (#7365)
* Replace existing matrix and vector view.

This is to prepare for handling higher dimension data and prediction when we support multi-target models.
2021-11-05 04:16:11 +08:00
Jiaming Yuan 0f7a9b42f1 Use double precision in metric calculation. (#7364) 2021-11-02 12:00:32 +08:00
Jiaming Yuan d05754f558 Avoid OMP reduction in AUC. (#7362) 2021-10-28 05:03:52 +08:00
Jiaming Yuan d4349426d8 Re-implement PR-AUC. (#7297)
* Support binary/multi-class classification, ranking.
* Add documents.
* Handle missing data.
2021-10-26 13:07:50 +08:00